index_ret future_ret alpha_gain_from_index_future_hedge premium+_discount- premium_perleftday premium_yearly alpha_from_future_shorts future_last future_last_ytd future_cost index_price contract_deal_last_day deal_days_left_total hold_days
hedge_20240314
CFFEX.IM2402 -0.010671 - - - - - - - - - 5462.860 20240216 0 77
CFFEX.IM2403 -0.010671 -0.00812 -0.002551 0.001783 0.000891 0.215737 -0.012245 5472.6 5517.4 6039.525 5462.860 20240315 2 77
CFFEX.IM2404 -0.010671 -0.010305 -0.000366 -0.008468 -0.000339 -0.081971 -0.009995 5416.6 5473.0 5992.6 5462.860 20240419 25 77
CFFEX.IM2406 -0.010671 -0.010595 -0.000076 -0.025602 -0.000388 -0.093874 - 5323.0 5380.0 - 5462.860 20240621 66 77
CFFEX.IM2409 -0.010671 -0.010907 0.000235 -0.043798 -0.000664 -0.160591 - 5223.6 5281.2 - 5462.860 20240920 129 77
CFFEX.IC2402 -0.006997 - - - - - - - - - 5377.225 20240216 0 77
CFFEX.IC2403 -0.006997 - - - - - - - 5417.0 - 5377.225 20240315 2 77
CFFEX.IC2404 -0.006997 -0.005077 -0.001919 -0.00153 -0.000061 -0.014807 - 5369.0 5396.4 - 5377.225 20240419 25 77
CFFEX.IC2406 -0.006997 - - - - - - - - - 5377.225 20240621 66 77
CFFEX.IC2409 -0.006997 - - - - - - - - - 5377.225 20240920 129 77
CFFEX.IF2402 -0.004860 - - - - - - - 3388.0 - 3555.000 20240216 0 77
CFFEX.IF2403 -0.004860 - - - - - - - 3577.8 - 3555.000 20240315 2 77
CFFEX.IF2404 -0.004860 - - - - - - - - - 3555.000 20240419 25 77
CFFEX.IF2406 -0.004860 - - - - - - - - - 3555.000 20240621 66 77
CFFEX.IF2409 -0.004860 - - - - - - - - - 3555.000 20240920 129 77
CFFEX.IH2402 -0.003010 - - - - - - - - - 2420.290 20240216 0 77
CFFEX.IH2403 -0.003010 - - - - - - - 2433.8 - 2420.290 20240315 2 77
CFFEX.IH2404 -0.003010 - - - - - - - 2428.2 - 2420.290 20240419 25 77
CFFEX.IH2406 -0.003010 -0.003312 0.000302 -0.005408 -0.000082 -0.019831 - 2407.2 2415.2 - 2420.290 20240621 66 77
CFFEX.IH2409 -0.003010 - - - - - - - - - 2420.290 20240920 129 77